[R-SIG-Finance] racd installation

[Vis Chen]

Dear Alexios,

I have tested "rmgarch.test4.R" in the rmgarch package, and when I run the
rmgarch.test4b commands:

> data(dji30retw)
> Dat = dji30retw[, 1:15, drop = FALSE]
> spec2 = gogarchspec(mean.model = list(model = "AR", lag = 2),
+ variance.model = list(model = "gjrGARCH", garchOrder = c(1,1)),
+ distribution.model = c("mvnorm", "manig", "magh")[2],
+ ica = "fastica")
> M.gg = fmoments(spec2, Data = dji30retw[,1:15], n.ahead = 1, roll = 2,
+ solver = "solnp", cluster = cluster, gfun = "tanh", maxiter1=20000,
+ A.init = diag(15))
There were 15 warnings (use warnings() to see them)
> warnings()
Warning messages:
1: unidentified option(s) in fit.control:
 eval.se

I tried to solve this by adding:
M.gg = fmoments(spec3x, Data = P, n.ahead = 1, roll = 8,  *fit.control =
list(fixed.se <http://fixed.se> = FALSE, stationarity = TRUE, scale =
FALSE)*,
                solver = "solnp", cluster = cluster, gfun = "tanh",
maxiter1=20000,
                A.init = diag(10))

But I have difficulties interpreting how this fit.control affect the model.

Lastly, I tried to apply my own data to the same script and I received
these warnings:
> M.gg = fmoments(spec3x, Data = P, n.ahead = 1, roll = 8,  fit.control =
list(fixed.se = FALSE, stationarity = TRUE, scale = FALSE),
+                 solver = "solnp", cluster = cluster, gfun = "tanh",
maxiter1=20000,
+                 A.init = diag(10))
Warning messages:
1: In sqrt(ans$h) : NaNs produced
2: In sqrt(ans$h) : NaNs produced
3: In sqrt(ans$h) : NaNs produced
4: In sqrt(ans$h) : NaNs produced

I have some returns that equal to 0 can this be a problem? Would M.gg be
invalid as a consequence of these warnings?

Regards,
Vis



On Wed, Sep 21, 2016 at 1:26 PM, Open Business Management Solutions JSC <
openbmsjsc at gmail.com> wrote:

> It looks like an issue with X display. If you're installing this on a
> server through a x-terminal, make sure you export the DISPLAY environment,
> e.g.
>
> export DISPLAY=0.0
>
> 2016-09-21 16:48 GMT+07:00 Le Hai Trung KNH <trunglh at hvnh.edu.vn>:
>
> > Hi,
> > I am trying to install 'racd' package of Alexios to R 3.3.1 and come up
> > with the following error messages.
> > -----
> > >  require(devtools)
> > Loading required package: devtools
> > > install_bitbucket("alexiosg/racd")
> >
> > ** preparing package for lazy loading
> > Warning in rgl.init(initValue, onlyNULL) :
> >   RGL: unable to open X11 display
> > Warning: 'rgl_init' failed, running with rgl.useNULL = TRUE
> > Error : object 'as.vector' is not exported by 'namespace:Matrix'
> > ERROR: lazy loading failed for package 'racd'
> > * removing '/gpfs/software/R/3.3.1/gcc/lib64/R/library/racd'
> > Error: Command failed (1)
> >
> > -----
> > How could I solve for these errors? By the way, when will the 'racd'
> could
> > be downloaded directly from CRAN?
> >
> > Regards,
> > Trung
> >
> >         [[alternative HTML version deleted]]
> >
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>
>
>
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